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View Outliers PnL Drill-Down: INSM240719P00017500

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Initial Position

record_date	ticker	symbol	strike	volume	open_interest	implied_volatility	bs_sigma	bs_call	bs_put	spec_perc_move	bs_iv_call	bs_iv_put	last_option_price	last_underlying_price	exp_date	side	bias	prev_day_volatility	volatility	percent_move
2024-05-28	INSM	INSM240719P00017500	17.50	40.0	611.000	1.008	0.745	27.5	0.0	-0.600	27.520	0.010	0.05	44.90	2024-07-19	PUT	Long	0.181	0.812	1.185

Realize Position if there are favorable/unfavorable market conditions. Volatiltiy Analysis

record_date	ticker	volatility_ratio	minimum_volatility	maximum_volatility	average_volatility	current_volatility	against_prev_volatility	curr_price	net_profitability	dividend_yield	time_period_low	time_period_high	interval	time_period	avg_price_prev
2024-12-17	INSM	1.000	0.088	0.812	0.174	0.138	0.013	73.85	-2.456	0.0000	22.00	79.01	21	1y	70.93

Position Tracking

symbol	ticker	side	bias	strike	exit_reason	option_pnl_str	option_perc	underlying_pnl_str	underlying_perc	iv_diff	option_purchase_price	option_curr_price	underlying_original_price	underlying_curr_price	option_pnl	dollar_pnl	position_entry	days_in_position	volume	open_interest	underlying_pnl	record_date
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.02	0.50	$-27.00	-0.56	-1.09	0.04	0.06	48.06	75.06	0.02	$2.00	4.00	51	17.0	583.000	-27.00	2024-07-18
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.02	0.50	$-27.48	-0.57	4.53	0.04	0.06	48.06	75.54	0.02	$2.00	4.00	50	17.0	583.000	-27.48	2024-07-17
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.02	0.50	$-29.92	-0.62	3.78	0.04	0.06	48.06	77.98	0.02	$2.00	4.00	49	17.0	583.000	-29.92	2024-07-16
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.02	0.50	$-29.41	-0.61	3.22	0.04	0.06	48.06	77.47	0.02	$2.00	4.00	48	17.0	583.000	-29.41	2024-07-15
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-28.65	-0.60	2.19	0.04	0.05	48.06	76.71	0.01	$1.00	4.00	45	1.0	583.000	-28.65	2024-07-12
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-28.97	-0.60	1.97	0.04	0.05	48.06	77.03	0.01	$1.00	4.00	44	1.0	583.000	-28.97	2024-07-11
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-25.04	-0.52	1.69	0.04	0.05	48.06	73.10	0.01	$1.00	4.00	43	1.0	583.000	-25.04	2024-07-10
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-22.21	-0.46	1.47	0.04	0.05	48.06	70.27	0.01	$1.00	4.00	42	1.0	583.000	-22.21	2024-07-09
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-21.99	-0.46	1.33	0.04	0.05	48.06	70.05	0.01	$1.00	4.00	41	1.0	583.000	-21.99	2024-07-08
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-21.94	-0.46	1.02	0.04	0.05	48.06	70.00	0.01	$1.00	4.00	38	1.0	583.000	-21.94	2024-07-05
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-13.94	-0.29	0.75	0.04	0.05	48.06	62.00	0.01	$1.00	4.00	37	1.0	0.000	-13.94	2024-07-04
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-13.94	-0.29	0.69	0.04	0.05	48.06	62.00	0.01	$1.00	4.00	36	1.0	0.000	-13.94	2024-07-03
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-16.44	-0.34	0.67	0.04	0.05	48.06	64.50	0.01	$1.00	4.00	35	1.0	583.000	-16.44	2024-07-02
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-18.28	-0.38	0.66	0.04	0.04	48.06	66.34	0.00	$0.00	4.00	34	1.0	584.000	-18.28	2024-07-01
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-18.94	-0.39	0.50	0.04	0.04	48.06	67.00	0.00	$0.00	4.00	31	1.0	584.000	-18.94	2024-06-28
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-18.89	-0.39	0.47	0.04	0.04	48.06	66.95	0.00	$0.00	4.00	30	1.0	584.000	-18.89	2024-06-27
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-21.77	-0.45	0.42	0.04	0.04	48.06	69.83	0.00	$0.00	4.00	28	1.0	584.000	-21.77	2024-06-25
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-20.37	-0.42	0.36	0.04	0.04	48.06	68.43	0.00	$0.00	4.00	27	1.0	584.000	-20.37	2024-06-24
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-17.52	-0.36	0.12	0.04	0.04	48.06	65.58	0.00	$0.00	4.00	21	1.0	584.000	-17.52	2024-06-18
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-16.64	-0.35	0.08	0.04	0.04	48.06	64.70	0.00	$0.00	4.00	20	1.0	584.000	-16.64	2024-06-17
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-15.86	-0.33	0.00	0.04	0.04	48.06	63.92	0.00	$0.00	4.00	17	1.0	584.000	-15.86	2024-06-14
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-13.57	-0.28	-0.06	0.04	0.04	48.06	61.63	0.00	$0.00	4.00	16	1.0	584.000	-13.57	2024-06-13
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-13.59	-0.28	-0.08	0.04	0.04	48.06	61.65	0.00	$0.00	4.00	15	1.0	585.000	-13.59	2024-06-12
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-13.81	-0.29	-0.09	0.04	0.05	48.06	61.87	0.01	$1.00	4.00	14	1.0	585.000	-13.81	2024-06-11
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-11.84	-0.25	-0.14	0.04	0.05	48.06	59.90	0.01	$1.00	4.00	13	1.0	585.000	-11.84	2024-06-10
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-8.79	-0.18	-0.20	0.04	0.05	48.06	56.85	0.01	$1.00	4.00	12	1.0	585.000	-8.79	2024-06-09
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-8.79	-0.18	-0.25	0.04	0.05	48.06	56.85	0.01	$1.00	4.00	10	1.0	585.000	-8.79	2024-06-07
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-9.11	-0.19	-0.25	0.04	0.05	48.06	57.17	0.01	$1.00	4.00	9	1.0	585.000	-9.11	2024-06-06
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-9.77	-0.20	-0.26	0.04	0.05	48.06	57.83	0.01	$1.00	4.00	8	1.0	585.000	-9.77	2024-06-05
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.01	0.25	$-8.94	-0.19	-0.28	0.04	0.05	48.06	57.00	0.01	$1.00	4.00	7	1.0	585.000	-8.94	2024-06-04
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-7.88	-0.16	0.43	0.04	0.04	48.06	55.94	0.00	$0.00	4.00	6	66.0	585.000	-7.88	2024-06-03
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-6.99	-0.15	-1.09	0.04	0.04	48.06	55.05	0.00	$0.00	4.00	3	66.0	585.000	-6.99	2024-05-31
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-8.92	-0.19	-0.35	0.04	0.04	48.06	56.98	0.00	$0.00	4.00	2	66.0	585.000	-8.92	2024-05-30
INSM240719P00017500	INSM	PUT	Long	17.50	Underlying has moved more than 4% in the opposite direction; Exit OP PnL: $0.00; Exit EQ PnL: -2.56	$0.00	0.00	$-5.49	-0.11	-0.42	0.04	0.04	48.06	53.55	0.00	$0.00	4.00	1	66.0	585.000	-5.49	2024-05-29
INSM240719P00017500	INSM	PUT	Long	17.50	None	$0.00	0.00	$-0.00	-0.00	0.00	0.04	0.04	48.06	48.06	0.00	$0.00	4.00	0	66.0	611.000	-0.00	2024-05-28

record_date vs. iv_diff

record_date vs. option_curr_price

record_date vs. option_pnl

record_date vs. underlying_curr_price

record_date vs. underlying_pnl